Religion in the League is based around the knowledge that Arceus created the universe and the Pantheon of The League governs its laws and abilities. Most citizens of the League follow the Pantheon, with or without worshipping them. The citizens that don't worship them follow their individual civilization's religions, derived from legends of their culture. The Covenant, for example, worships the legend of the Forerunners, and Humans worship the legends of their assorted religious cults. However, this does not mean that these races and organizations are not aware of the Truth of the Pantheon, they simply worship Inferior Gods that created (or supposedly created) their worlds.
There is also an Anti-God of the League, Anarkhos, who is seen as Satan by the majority of League members. He takes his place alongside beings such as the Demon of the Abyss and the Dalek Emperor as one of the most hateful beings in existance.
Also, some races choose to worship not beings who created their world, but beings who, by some means, have achieved great feats (In a practice known as Apotheosis). For example, the Elites revere great warriors and the Sontarans worship victors (or victor) like Snax the Destroyer.